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BANCAJA 11 FONDO DE TITULIZACIÓN DE ACTIVOS
Constitution 07.16.2007
Securitised assets Residential mortgage loans (MCs)
Originator Caja de Ahorros de Valencia, Castellón y Alicante, Bancaja.
Bond Issue 2,022,900,000 EUR 07.20.2007 Moody´s S&P
Series A1 (Amortised) 260,000,000 EUR 3M Euribor + 0.07% Aa1 AAA
Series A2 1,193,000,000 EUR 3M Euribor + 0.17% Baa1 (sf) AA+ (sf)
Series A3 440,000,000 EUR 3M Euribor + 0.21% Baa1 (sf) AA- (sf)
Series B 63,000,000 EUR 3M Euribor + 0.45% Caa2 (sf) CCC (sf)
Series C 24,000,000 EUR 3M Euribor + 0.80% C D (sf)
Series D 20,000,000 EUR 3M Euribor + 3.00% C D (sf)
Series E 22,900,000 EUR 3M Euribor + 4.00% C D (sf)
Lead Managers Bancaja    Calyon    IXIS CIB    JPMorgan
Underwriters & Bancaja    Calyon    IXIS CIB    JPMorgan
Placement Agents Banco Pastor    Caja Madrid    Fortis Bank
Paying Agent BNP Paribas
Treasury Account Citibank
Interest Swap HSBC Bank PLC
Amortisation Account Bancaja
Financial Structuring Bancaja
Legal Adviser Garrigues
Securitised Assets Auditor Ernst & Young
Fund Auditor KPMG